+542.1%
SGI vs INVH
+79.4%
+462.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.6% | -2.3% | +2.9% | +2.1% |
| 30D | +5.5% | -5.7% | +11.3% | +9.6% |
| 3M | -3.6% | -4.5% | +0.9% | -0.9% |
| 6M | -15.0% | +11.0% | -26.0% | -21.0% |
| YTD | -23.0% | +3.7% | -26.7% | -25.5% |
| 1Y | -18.4% | -2.8% | -15.6% | -18.0% |
| 3Y | +57.8% | -7.1% | +64.9% | +59.6% |
| 5Y | +51.5% | -19.4% | +70.9% | +66.9% |
| All | +542.1% | +79.4% | +462.6% | +452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling